+305.0%
INTC vs PBF
+167.4%
+137.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.6% |
| 7D | +9.4% | +2.3% | +7.1% | +9.3% |
| 30D | +2.7% | +11.6% | -8.9% | +2.1% |
| 3M | -6.3% | +81.7% | -88.0% | -7.8% |
| 6M | +114.5% | +96.4% | +18.0% | +104.1% |
| YTD | +171.9% | +189.5% | -17.6% | +138.1% |
| 1Y | +305.0% | +180.7% | +124.3% | +253.3% |
| All | +305.0% | +167.4% | +137.6% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling